Y'know, I've had this theory in the back of my mind for the longest time. In the world of Hazbin Hotel and it's sister-series, Helluva Boss, the world they call "Hell", isn't truly Hell. My guess is that it's more like a purgatory and if you die in that purgatory, you go down to true Hell, since you didn't take the chance of rehabilitating yourself, but in the occasion your death was caused by a noble sacrifice on your part, you still have that chance of going to Heaven. And as far as people who know that it's not truly Hell and it's just a purgatory, I feel that the main two who would know that is God and Lucifer, and Lucifer would just lie to everyone and say that it is Hell.